BNP Paribas Call 460 LOR 20.09.20.../  DE000PN8XSL9  /

EUWAX
01/08/2024  08:49:52 Chg.-0.098 Bid14:49:02 Ask14:49:02 Underlying Strike price Expiration date Option type
0.072EUR -57.65% 0.060
Bid Size: 100,000
0.070
Ask Size: 100,000
L OREAL INH. E... 460.00 - 20/09/2024 Call
 

Master data

WKN: PN8XSL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 20/09/2024
Issue date: 27/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 138.16
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -5.94
Time value: 0.29
Break-even: 462.90
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.87
Spread abs.: 0.21
Spread %: 271.79%
Delta: 0.13
Theta: -0.10
Omega: 18.33
Rho: 0.07
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.11%
1 Month
  -89.09%
3 Months
  -96.27%
YTD
  -97.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.660 0.160
6M High / 6M Low: 3.280 0.160
High (YTD): 06/02/2024 3.280
Low (YTD): 30/07/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   1.572
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.29%
Volatility 6M:   255.09%
Volatility 1Y:   -
Volatility 3Y:   -